+4.6%
CMCSA vs DXCM
+253.0%
-248.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -6.5% | -1.8% | -7.7% |
| 30D | -2.4% | -4.3% | +1.9% | -2.0% |
| 3M | +4.5% | +7.3% | -2.8% | +3.7% |
| 6M | -18.8% | +22.0% | -40.8% | -20.5% |
| YTD | -8.9% | +26.4% | -35.3% | -11.3% |
| 1Y | -18.3% | +7.0% | -25.3% | -19.4% |
| 3Y | -35.0% | -19.6% | -15.3% | -36.2% |
| 5Y | -48.2% | -39.3% | -8.9% | -48.9% |
| 10Y | +4.6% | +260.9% | -256.4% | -9.4% |
| All | +4.6% | +253.0% | -248.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling